+295.8%
FTI vs PFGC
+292.9%
+2.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -4.4% | -4.8% | +0.4% | -2.4% |
| 30D | +1.5% | -12.5% | +14.0% | +7.2% |
| 3M | +8.2% | -9.7% | +17.9% | +12.2% |
| 6M | +18.8% | +7.0% | +11.8% | +13.6% |
| YTD | +71.7% | +4.5% | +67.2% | +64.5% |
| 1Y | +90.0% | -11.6% | +101.6% | +95.2% |
| 3Y | +270.5% | +58.5% | +212.0% | +191.6% |
| 5Y | +1,084.5% | +112.6% | +972.0% | +678.6% |
| All | +295.8% | +292.9% | +2.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling